vix vs vxx options：VIX vs VXX

How to Trade the VIX

https://www.investopedia.com

Similar to VXX, the returns for VXZ are better in the short term versus the long term. Below are the performance returns based on available time periods as of ...

Joint calibration of VIX and VXX options

https://www.tandfonline.com

This paper studies the effects of volatility clustering on the joint calibration of VIX and VXX options. We find that model which incorporates volatility ...

Pricing VXX options by modeling VIX directly

https://onlinelibrary.wiley.co

We use VIX options as in-sample data, while VXX options are out-of-sample data.8 During this period, the average value of VXX is 35.83. The ...

VIX VERSUS VXX

https://www.worldscientific.co

We propose a framework for modeling in a consistent manner the VIX index and the VXX, an exchange-traded note written on the VIX. Our study enables to link ...

VIX vs VXX

https://www.researchgate.net

We propose a framework for modeling in a consistent manner the VIX index and the VXX, an exchange-traded note written on the VIX. Our study enables to link ...

VXX Options

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